+22.0%
DIS vs MMM
+54.8%
-32.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -2.6% | -3.3% | +0.7% | -1.1% |
| 30D | +3.5% | -7.0% | +10.5% | +6.8% |
| 3M | +6.8% | +10.8% | -4.0% | +1.7% |
| 6M | +3.0% | +5.8% | -2.8% | -0.2% |
| YTD | -6.7% | +6.8% | -13.5% | -10.4% |
| 1Y | -10.1% | +10.4% | -20.5% | -15.2% |
| 3Y | +33.0% | +104.7% | -71.6% | -9.1% |
| 5Y | -40.0% | +23.6% | -63.5% | -47.3% |
| All | +22.0% | +54.8% | -32.8% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MMM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling